We always purchase a bottle or two for our room ( I even pack 2 plastic wine glasses, so we can have wine and cheese by the pool) We have found wine selections at the world showcase at several of the countries, but the best price is at DTD.....the kitchen shop. Sorry, I don't know the name of the shop, but it's over by the RainForest, where they sell Mickey kitchen items. PS....if you are a true wino (like us, lol) be sure to pick up the mickey ears wine stopper while you are there.
We have purchased wine at our resort, but it seems a bit more expensive, and the POFQ has a very limited selection.